About the Performance of a Calculus-Based Approach to Building Model Functions in a Derivative-Free Trust-Region Algorithm

This paper examines a calculus-based approach to building model functions in a derivative-free algorithm. This calculus-based approach can be used when the objective function considered is defined via more than one blackbox. Two versions of a derivative-free trust-region method are implemented. The...

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Veröffentlicht in:Algorithms Jg. 16; H. 2; S. 84
Hauptverfasser: Hare, Warren, Jarry-Bolduc, Gabriel
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Basel MDPI AG 01.02.2023
Schlagworte:
(generalized) simplex gradient
Algorithms
Analysis
Approximation
blackbox optimization
Calculus
calculus-based approach
composite objective functions
derivative-free algorithms
Derivatives
Mathematical analysis
Mathematical optimization
Methods
Optimization
trust-region methods
United Kingdom
Germany
ISSN:1999-4893, 1999-4893
Online-Zugang:Volltext
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Zusammenfassung:This paper examines a calculus-based approach to building model functions in a derivative-free algorithm. This calculus-based approach can be used when the objective function considered is defined via more than one blackbox. Two versions of a derivative-free trust-region method are implemented. The first version builds model functions by using a calculus-based approach, and the second version builds model functions by directly considering the objective function. The numerical experiments demonstrate that the calculus-based approach provides better results in most situations and significantly better results in specific situations.
Bibliographie:ObjectType-Article-1
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ISSN:1999-4893
1999-4893
DOI:10.3390/a16020084